+55.0%
DDOG vs FIVE
+31.2%
+23.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -2.6% |
| 7D | -10.1% | +4.3% | -14.4% | -11.5% |
| 30D | -24.8% | +12.5% | -37.3% | -28.6% |
| 3M | -12.6% | +31.2% | -43.8% | -21.8% |
| 6M | +79.9% | +14.4% | +65.6% | +66.3% |
| YTD | +56.6% | +33.9% | +22.7% | +35.5% |
| 1Y | +61.6% | +65.1% | -3.5% | +26.9% |
| 3Y | +117.9% | +49.0% | +68.9% | +66.8% |
| All | +55.0% | +31.2% | +23.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling